|Time Horizon||30 Days Login to change|
Legg Mason MC Relative Risk vs. Return LandscapeIf you would invest 1,359 in Legg Mason MC Jpn Abs Alpha M USD H on July 21, 2018 and sell it today you would lose (34.00) from holding Legg Mason MC Jpn Abs Alpha M USD H or give up 2.5% of portfolio value over 30 days. Legg Mason MC Jpn Abs Alpha M USD H is generating negative expected returns and assumes 1.8331% volatility on return distribution over the 30 days horizon. Simply put, 16% of equities are less volatile than Legg Mason MC Jpn Abs Alpha M USD H and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Legg Mason Current Valuation
Legg Mason Market Risk Analysis
Sharpe Ratio = -0.2683